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Migrating to the new LSEG ESG Scores: a practical portfolio implementation guide

Code companion for the article of Migrating to the new LSEG ESG Scores: a practical portfolio implementation guide, using the LSEG Data Library for Python through an LSEG Workspace desktop session.

Prerequisites

  • LSEG Workspace running and logged in on the same machine
  • Python 3.9+ with the libraries in requirements.txt

The new LSEG ESG Scores are not a rescaled version of the legacy scores. Dividing legacy scores by 20 is used for charts only.

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How to retrieve the data, migrate existing ESG models and assess the portfolio impact of moving from legacy to the new LSEG ESG Scores.

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